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GDYN vs. EPAM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GDYN and EPAM is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

GDYN vs. EPAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grid Dynamics Holdings, Inc. (GDYN) and EPAM Systems, Inc. (EPAM). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
58.11%
29.90%
GDYN
EPAM

Key characteristics

Sharpe Ratio

GDYN:

1.51

EPAM:

-0.14

Sortino Ratio

GDYN:

2.20

EPAM:

0.11

Omega Ratio

GDYN:

1.26

EPAM:

1.02

Calmar Ratio

GDYN:

0.81

EPAM:

-0.08

Martin Ratio

GDYN:

3.98

EPAM:

-0.20

Ulcer Index

GDYN:

15.92%

EPAM:

30.48%

Daily Std Dev

GDYN:

41.85%

EPAM:

42.39%

Max Drawdown

GDYN:

-80.77%

EPAM:

-76.27%

Current Drawdown

GDYN:

-47.69%

EPAM:

-63.64%

Fundamentals

Market Cap

GDYN:

$1.84B

EPAM:

$14.80B

EPS

GDYN:

$0.03

EPAM:

$7.69

PE Ratio

GDYN:

733.67

EPAM:

33.93

Total Revenue (TTM)

GDYN:

$250.29M

EPAM:

$3.48B

Gross Profit (TTM)

GDYN:

$89.96M

EPAM:

$1.02B

EBITDA (TTM)

GDYN:

$9.82M

EPAM:

$501.85M

Returns By Period

In the year-to-date period, GDYN achieves a -1.03% return, which is significantly lower than EPAM's 11.59% return.


GDYN

YTD

-1.03%

1M

4.51%

6M

62.44%

1Y

56.77%

5Y*

11.87%

10Y*

N/A

EPAM

YTD

11.59%

1M

13.89%

6M

30.63%

1Y

-16.37%

5Y*

1.86%

10Y*

16.41%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GDYN vs. EPAM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GDYN
The Risk-Adjusted Performance Rank of GDYN is 7979
Overall Rank
The Sharpe Ratio Rank of GDYN is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of GDYN is 8282
Sortino Ratio Rank
The Omega Ratio Rank of GDYN is 7777
Omega Ratio Rank
The Calmar Ratio Rank of GDYN is 7474
Calmar Ratio Rank
The Martin Ratio Rank of GDYN is 7676
Martin Ratio Rank

EPAM
The Risk-Adjusted Performance Rank of EPAM is 3737
Overall Rank
The Sharpe Ratio Rank of EPAM is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of EPAM is 3333
Sortino Ratio Rank
The Omega Ratio Rank of EPAM is 3434
Omega Ratio Rank
The Calmar Ratio Rank of EPAM is 3939
Calmar Ratio Rank
The Martin Ratio Rank of EPAM is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GDYN vs. EPAM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Grid Dynamics Holdings, Inc. (GDYN) and EPAM Systems, Inc. (EPAM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for GDYN, currently valued at 1.51, compared to the broader market-2.000.002.004.001.51-0.14
The chart of Sortino ratio for GDYN, currently valued at 2.20, compared to the broader market-6.00-4.00-2.000.002.004.006.002.200.11
The chart of Omega ratio for GDYN, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.02
The chart of Calmar ratio for GDYN, currently valued at 0.81, compared to the broader market0.002.004.006.000.81-0.08
The chart of Martin ratio for GDYN, currently valued at 3.98, compared to the broader market0.0010.0020.0030.003.98-0.20
GDYN
EPAM

The current GDYN Sharpe Ratio is 1.51, which is higher than the EPAM Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of GDYN and EPAM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.51
-0.14
GDYN
EPAM

Dividends

GDYN vs. EPAM - Dividend Comparison

Neither GDYN nor EPAM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GDYN vs. EPAM - Drawdown Comparison

The maximum GDYN drawdown since its inception was -80.77%, which is greater than EPAM's maximum drawdown of -76.27%. Use the drawdown chart below to compare losses from any high point for GDYN and EPAM. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%SeptemberOctoberNovemberDecember2025February
-47.69%
-63.64%
GDYN
EPAM

Volatility

GDYN vs. EPAM - Volatility Comparison

Grid Dynamics Holdings, Inc. (GDYN) has a higher volatility of 11.19% compared to EPAM Systems, Inc. (EPAM) at 7.58%. This indicates that GDYN's price experiences larger fluctuations and is considered to be riskier than EPAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%SeptemberOctoberNovemberDecember2025February
11.19%
7.58%
GDYN
EPAM

Financials

GDYN vs. EPAM - Financials Comparison

This section allows you to compare key financial metrics between Grid Dynamics Holdings, Inc. and EPAM Systems, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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